What kind of computer (PC/Mac)? What softwareare you using to create playlists? Have you set up your Music Library already?

Hi.  What mobile device please, and where are you looking?  They should be in My Sonos, although i think there is a current bug affecting iDevices that can result in playlistsnot appearing.

Edit in light of @controlav ‘s reply, do you mean they are saved on your computer or that the playlists are visible in Sonos on the desktop controller?

The only way to ‘save’ playlists on Sonos itself -- other than with some online services -- is as Sonos Playlists.

These appear on the mobile controllers in the ‘Playlists’ container on the My Sonos tab, rather than in the Browse menu.